Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0,45% | 2,05 CHF | 2,06 CHF | 750 000 | 750 000 | 749 413 | 749 413 | 1 663 420 CHF | 1 670 920 CHF | 100,00% | 100,00% |
15/05/2024 | 0,45% | 2,36 CHF | 2,37 CHF | 750 000 | 750 000 | 748 392 | 748 392 | 1 678 690 CHF | 1 686 190 CHF | 99,52% | 99,52% |
14/05/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 750 000 | 750 000 | 749 888 | 749 888 | 1 535 440 CHF | 1 542 940 CHF | 99,85% | 99,85% |
13/05/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 1 581 090 CHF | 1 588 590 CHF | 100,00% | 100,00% |
10/05/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 1 667 720 CHF | 1 675 220 CHF | 100,00% | 100,00% |
08/05/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 750 000 | 750 000 | 749 836 | 749 836 | 1 224 960 CHF | 1 232 460 CHF | 99,45% | 99,45% |
07/05/2024 | 0,79% | 1,54 CHF | 1,55 CHF | 750 000 | 750 000 | 749 566 | 749 582 | 953 800 CHF | 961 321 CHF | 100,00% | 100,00% |
06/05/2024 | 1,08% | 1,01 CHF | 1,02 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 697 185 CHF | 704 685 CHF | 99,72% | 99,72% |
03/05/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 508 981 CHF | 516 481 CHF | 99,44% | 99,44% |
02/05/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 446 860 CHF | 454 360 CHF | 99,55% | 99,55% |